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# Velocity Pro (Indicator)
## 1. Summary
## 1. Summary (Introduction)
**Velocity Pro** is a dual-purpose kinematics indicator. It separates the "Directional Impulse" from the "Raw Activity" of the market. This distinction is crucial for identifying market states: Trend vs. Chop.
**Velocity Pro** is an institutional-grade kinematics separate-window indicator designed to map market momentum. Unlike standard momentum indicators that simply calculate delta changes over a fixed window, this proprietary tool separates **"Directional Impulse" (Velocity Vector)** from the **"Raw Activity" (Speed Scalar)** of the market.
## 2. Concepts & Methodology
This critical physical distinction allows quantitative systems to identify the exact efficiency of price action, cleanly separating high-conviction Trending Regimes from highly volatile, low-conviction Choppy Regimes.
We distinguish between two physical concepts applied to price action:
To filter out minor high-frequency noise, `Velocity Pro` incorporates an optional, highly customizable **Signal Line** fully integrated with the `MovingAverage_Engine.mqh` (supporting SMA, EMA, and volume-weighted VWMA types). It serves as an ultra-low-latency trigger for counter-trend reversals and trend-continuation setups.
---
## 2. Concepts & Methodology (Kinematics)
We apply classical kinematic principles to financial price action to extract the market's true structural velocity and speed:
### A. Velocity (The Vector)
* **Definition:** The rate of change of position with respect to a frame of reference (ATR). It has **Magnitude** and **Direction**.
* **Formula:** `(Close[i] - Close[i-N]) / (N * ATR)`.
* **Represents:** The net displacement. How far did the price actually get?
* **Visualization:** Colored Histogram.
* **Green:** Fast pumping up.
* **Red:** Fast dumping down.
* **Definition:** The rate of change of price position with respect to a volatility-adjusted frame of reference (ATR). It possesses both **Magnitude** and **Direction**.
* **Formula:**
$$\text{Velocity}_t = \frac{P_t - P_{t-N}}{N \times \text{ATR}_t}$$
* **Interpretation:** Measures the net displacement. How far did the price actually get? Visualized as a colored histogram.
* **Green (Momentum High):** Fast upward expansion.
* **Red (Momentum Low):** Fast downward expansion.
* **Gray (Neutral Noise):** Volatility contraction or directionless noise.
### B. Speed (The Scalar)
* **Definition:** The magnitude of the rate of change of position. It has **Magnitude** only.
* **Formula:** `Mean(Abs(Close[k] - Close[k-1])) / ATR`.
* **Represents:** The total path length traveled. How much energy was spent?
* **Visualization:** Gold Line.
* **Definition:** The absolute rate of change of price position over the lookback window, representing the total path length traveled. It possesses **Magnitude** only.
* **Formula:**
$$\text{Speed}_t = \frac{\frac{1}{N} \sum_{k=0}^{N-1} |P_{t-k} - P_{t-k-1}|}{\text{ATR}_t}$$
* **Interpretation:** Measures the total energy spent. How much did the market run around? Visualized as an orange envelope mirrored around the zero-line.
## 3. Interpretation (The Delta)
### C. The Signal Line (The Reversal Trigger)
The relationship between the **Histogram (Velocity)** and the **Line (Speed)** tells the true story:
* **Definition:** A customizable moving average calculated over the Velocity histogram to smooth out minor fluctuations and act as a dynamic crossover trigger:
$$\text{Signal}_t = \text{MA}(\text{Velocity}_t, P_{\text{sig}}) \quad \text{using selected MA Type}$$
1. **Strong Trend (Efficiency):**
* Velocity is High (Green/Red bars).
* Speed is High (Gold line).
* **Velocity ≈ Speed.** (The line rides the top of the bars).
* *Meaning:* Every tick contributed to the move. High conviction.
---
2. **Choppy/Volatile (Inefficiency):**
* Velocity is Low (Gray bars near 0).
* Speed is High (Gold line soaring).
* **Gap between Velocity and Speed.**
* *Meaning:* The market is running around like crazy but getting nowhere. **Do NOT trade breakouts here.** Expect stop hunts.
## 3. Kinematic Efficiency & Strategic Triggers
## 4. Parameters
The relationship between the **Histogram (Velocity)** and the **Mirrored Envelopes (Speed)** tells the true story of market efficiency:
* `InpVelPeriod`: Lookback window (Default: 3 for M5 Trigger).
* `InpATRPeriod`: Normalization basis (Default: 14).
* `InpThreshold`: Level for "High Velocity" coloring (Default: 1.0).
* `InpShowSpeed`: Toggle the Scalar Speed line (Default: true).
### A. Persistent Trend Regime (Symmetric Lockstep)
If Velocity is high and hugs the outer Speed envelope ($\text{Velocity} \approx \text{Speed}$):
* Every single price tick contributed directly to the directional move.
* *Market State:* High-efficiency, high-conviction institutional trend. Breakouts are highly likely to succeed.
### B. Choppy / Volatile Regime (Kinematic Inefficiency)
If Speed is high (envelopes are wide) but Velocity remains low (gray histogram bars near 0.0):
* The market is oscillating wildly but achieving zero net displacement. High energy is spent getting nowhere.
* *Market State:* High inefficiency. Do NOT trade breakouts. Expect immediate fakeouts and stop-hunts.
### C. The Kinematic Reversal Trigger (Wyckoff Setup)
The addition of the Signal Line creates an incredibly accurate reversal trigger:
1. Wait for the Velocity histogram to reach or pierce the **Speed Envelope** (signaling a maximum exhaustion/climax event).
2. Wait for the Velocity histogram to contract and **cross back over its Signal Line** (typically configured as a 5-period TMA or EMA).
3. **The Signal:** This crossover confirms that the extreme momentum has officially faded. Execute a mean-reversion counter-trend trade, placing the stop-loss strictly beyond the extreme candle's high/low.
---
## 4. Advanced MQL5 Implementation Details
### A. High-Performance $O(1)$ Performance
The indicator calculates ATR, Velocity, Speed, and the Signal Line incrementally. It utilizes the platform's `prev_calculated` parameter to process only the newest incoming bar, avoiding redundant historic calculations and preserving CPU cycles.
### B. Dynamic Volume-Weighted Signal Pipeline
To support volume-weighted types (like **VWMA**) for the Signal Line, `Velocity_Pro` implements an automatic volume-routing pipeline. It queries `SYMBOL_VOLUME_LIMIT` to detect if the broker provides Real Volume, converts it to a double array (`g_double_volume[]`) incrementally, and passes it to the Signal Line calculator:
```mql5
g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufVel, g_double_volume, BufSignal, InpATRPeriod + InpVelPeriod);
```
This enables the Signal Line to adapt dynamically to volume distribution during high-velocity breakouts.
### C. Plot Persistency and Data Window Cleanup
To resolve MT5 plot persistency bugs, `OnInit()` explicitly restores `DRAW_LINE` and `"Signal"` label when enabled. When `InpShowSignal` is toggled `false`, the indicator dynamically nullifies the plot label:
```mql5
PlotIndexSetString(3, PLOT_LABEL, NULL);
```
This completely purges the disabled Signal Line from the MT5 Data Window, keeping the user interface clean.
---
## 5. Input Parameters
### A. Core Kinematics Settings
* **Velocity Period (`InpVelPeriod`):** The vector/scalar lookback window size (Default: `3` bars).
* **ATR Period (`InpATRPeriod`):** The lookback window for the volatility normalizer (Default: `14`).
* **Threshold (`InpThreshold`):** The momentum significance level for color transitions (Default: `1.0` Sigma).
* **Show Speed (`InpShowSpeed`):** Toggle to display the orange Speed envelopes (Default: `true`).
### B. Signal Line Settings
* **Show Signal Line (`InpShowSignal`):** Toggle to enable/disable the Signal Line (Default: `true`).
* **Signal Line Period (`InpSignalPeriod`):** The lookback period for the Signal Line MA (Default: `5`).
* **Signal Line MA Type (`InpSignalType`):** Select the MA type for the Signal Line (Default: `SMA`).